Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 6.30% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 154,110 CHF | 65,644 CHF | 99.36% | 99.36% |
19/11/2024 | 5.90% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 991,046 | 391,046 | 163,470 CHF | 68,260 CHF | 96.70% | 96.70% |
18/11/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 909,641 | 309,641 | 173,491 CHF | 62,133 CHF | 97.50% | 97.50% |
15/11/2024 | 5.33% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 963,515 | 363,515 | 176,094 CHF | 69,937 CHF | 96.05% | 96.05% |
14/11/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 168,143 CHF | 71,257 CHF | 99.30% | 99.30% |
13/11/2024 | 5.93% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 163,915 CHF | 69,566 CHF | 98.73% | 98.73% |
12/11/2024 | 5.57% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 978,253 | 378,253 | 171,014 CHF | 69,815 CHF | 99.38% | 99.38% |
11/11/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 901,734 | 301,734 | 171,187 CHF | 60,288 CHF | 99.36% | 99.36% |
08/11/2024 | 5.86% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 165,891 CHF | 70,356 CHF | 98.24% | 98.24% |
07/11/2024 | 5.22% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,867 | 300,867 | 168,670 CHF | 59,329 CHF | 98.64% | 98.64% |